A note on weak convergence of the sequential multivariate empirical process under strong mixing

Axel Bücher

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arXiv · 1304.5113

A note on weak convergence of the sequential multivariate empirical process under strong mixing

Axel Bücher

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Abstract

This article investigates weak convergence of the sequential $d$-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates $α_n = O(n^{-a})$, where $a>1$, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension $d$.

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Axel Bücher. 2013-04-18. A note on weak convergence of the sequential multivariate empirical process under strong mixing. https://arxiv.org/abs/1304.5113

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